Gurgi, before his Heroic Sacrifice, says "Gurgi won't let his friend die! Taran has many friends. Gurgi has no friends." But you just referred to Taran as your friend...
More like "Fridge Sadness". Gurgi is well aware that Taran doesn't think too highly of him (to put it mildly), and yet he's still the closest thing to a friend Gurgi has.
Friendship isn't entirely mutual; one person may consider another a friend while the other doesn't think that much of them. Alice can be Bob's friend without Bob being Alice's. Gurgi is just showing awareness of this paradox.
And even if Taran did like Gurgi at all, maybe he just meant "no other friends".